EDIT Options History — October 2018 In October 2018, EDIT traded between $24.55 and $30.20. ATM implied volatility averaged 65.7%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 8.4% (HV 20d: 57.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.76.
Notable Days 2018-10-23 : Highest Volume — 7,325 contracts2018-10-26 : Largest IV spike — 21.4% change2018-10-29 : Highest IV Rank — 71.0%2018-10-29 : Largest Expected Move — 21.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.38 $24.55 $30.20 $30.20 $25.48 Max Pain $31.52 $30.00 $35.00 $30.00 $30.00 ATM IV 65.7% 58.1% 77.6% 58.2% 65.7% Expected Move 18.4% 16.0% 21.3% 16.6% 20.5% HV 20d 57.3% 50.1% 62.2% 53.9% 56.7% HV 60d 48.2% 45.7% 50.6% 47.1% 50.6% IV Rank 38.8% 18.3% 71.0% 18.6% 38.8% IV Percentile 47.2% 12.7% 88.1% 12.7% 52.4% Term Structure -0.1% -15.4% 15.9% 1.9% -2.2% VWIV 62.9% 54.5% 74.1% 56.0% 68.9% Skew 25d 7.8% -1.4% 18.6% 9.4% 6.5% Skew 10d 12.1% -6.7% 44.2% 7.4% 9.8% Call IV 25d 61.4% 47.6% 73.7% 56.3% 59.4% Put IV 25d 69.2% 60.1% 82.9% 65.7% 65.9% Bid-Ask Spread % 29.46 16.74 49.79 24.61 34.41 Gamma HHI 0.14 0.12 0.20 0.20 0.12 Net GEX 91.8K -28.8K 278.7K 278.7K 13.7K Net DEX -609.1K -7.5M 4.2M -7.5M 2.6M Net VEX -95.6K -116.1K -79.0K -116.1K -82.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.17 1.08 0.83 1.03 Total Volume 3,045.913 2,165 7,325 2,501 2,165 Total OI 28,591.739 26,211 30,214 27,861 27,682
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-10-01 $30.20 $30.00 58.2% 16.6% 53.9% 18.6% 56.0% 9.4% 1.9% 278.7K -7.5M -116.1K 0.83 24.61 N/A N/A 1,365 1,136 19,255 8,606 2018-10-02 $28.89 $30.00 58.1% 16.4% 55.8% 18.3% 56.2% 12.8% 10.5% 162.5K -3.5M -110.1K 0.84 21.04 N/A N/A 1,398 1,181 19,401 9,032 2018-10-03 $30.06 $30.00 59.0% 16.0% 57.7% 20.7% 54.5% 5.1% 0.8% 233.6K -6.4M -115.3K 0.71 25.51 N/A N/A 1,538 1,098 19,790 9,168 2018-10-04 $28.55 $35.00 59.7% 16.9% 57.4% 22.7% 59.4% 5.0% 9.7% 110.2K -2.6M -106.3K 0.73 16.74 N/A N/A 1,470 1,078 20,033 9,182 2018-10-05 $28.58 $35.00 64.6% 17.9% 57.5% 35.8% 58.1% -1.4% 7.1% 165.6K -2.5M -106.2K 0.80 34.97 N/A N/A 1,533 1,232 20,189 9,277 2018-10-08 $27.91 $35.00 67.7% 17.3% 57.1% 44.1% 59.3% 4.7% -5.2% 115.0K -1.3M -101.4K 0.79 21.01 N/A N/A 1,476 1,168 19,871 9,024 2018-10-09 $27.68 $35.00 67.5% 17.1% 54.6% 43.7% 62.5% 18.6% -5.2% 108.5K -716.2K -98.5K 0.79 22.81 N/A N/A 1,313 1,035 20,147 9,063 2018-10-10 $26.22 $35.00 68.6% 18.4% 56.2% 46.6% 63.6% 4.1% -2.0% 37.3K 2.0M -91.5K 0.81 23.93 N/A N/A 1,535 1,249 20,231 9,103 2018-10-11 $26.78 $35.00 67.1% 18.8% 57.3% 42.7% 57.2% 11.7% -8.5% 74.5K 1.1M -94.6K 0.69 24.95 N/A N/A 1,690 1,166 20,443 9,108 2018-10-12 $27.21 $35.00 73.7% 18.6% 57.7% 60.3% 65.3% 5.4% -15.4% 64.1K 231.3K -95.7K 0.84 46.78 N/A N/A 1,739 1,465 20,565 9,073 2018-10-15 $27.48 $30.00 70.0% 20.3% 57.9% 50.5% 61.5% 7.8% -10.9% 70.0K 37.0K -94.8K 0.77 29.07 N/A N/A 1,599 1,230 20,098 9,325 2018-10-16 $29.02 $30.00 63.1% 17.8% 60.1% 31.8% 61.5% 7.9% 2.5% 167.6K -3.3M -101.3K 0.76 21.97 N/A N/A 1,509 1,143 20,206 9,366 2018-10-17 $29.60 $30.00 60.4% 17.3% 60.8% 24.7% 57.8% 9.2% 5.8% 242.5K -5.0M -102.8K 0.89 18.61 N/A N/A 1,276 1,135 20,515 9,447 2018-10-18 $28.35 $30.00 64.0% 18.3% 62.2% 34.2% 64.2% 5.9% 0.2% 153.6K -2.2M -99.5K 0.97 26.34 N/A N/A 1,165 1,135 20,664 9,469 2018-10-19 $27.52 $30.00 61.2% 17.4% 57.3% 26.7% 60.8% 5.6% 1.1% 69.7K -306.3K -93.8K 0.90 24.84 N/A N/A 1,205 1,080 20,748 9,466 2018-10-22 $26.94 $30.00 60.8% 18.4% 57.0% 25.6% 68.5% 5.7% 1.4% 27.3K 670.8K -89.2K 0.17 28.80 N/A N/A 5,916 1,024 19,076 9,204 2018-10-23 $26.84 $30.00 63.0% 18.6% 50.1% 31.5% 63.4% 6.6% -2.0% 12.9K 806.3K -87.8K 0.18 25.99 N/A N/A 6,219 1,106 16,906 9,305 2018-10-24 $24.90 $30.00 73.3% 19.8% 55.0% 59.2% 70.6% 6.2% -5.2% -28.8K 4.2M -79.7K 0.60 48.51 N/A N/A 2,192 1,311 17,258 9,433 2018-10-25 $26.10 $30.00 61.3% 19.1% 59.1% 26.9% 65.3% 15.9% 15.9% 26.4K 936.9K -87.3K 0.44 39.97 N/A N/A 2,355 1,040 17,915 9,278 2018-10-26 $26.00 $30.00 74.4% 19.2% 59.1% 62.3% 66.6% 11.4% -1.3% 22.3K 1.6M -86.7K 0.74 35.89 N/A N/A 1,498 1,112 18,184 9,277 2018-10-29 $24.55 $30.00 77.6% 21.3% 58.9% 71.0% 74.1% 11.3% -2.5% -4.5K 3.4M -79.2K 1.08 49.79 N/A N/A 1,113 1,206 17,784 9,126 2018-10-30 $24.79 $30.00 71.8% 20.9% 57.9% 55.4% 72.5% 4.7% 0.6% -10.9K 3.7M -79.0K 1.05 31.04 N/A N/A 1,200 1,257 18,065 9,252 2018-10-31 $25.48 $30.00 65.7% 20.5% 56.7% 38.8% 68.9% 6.5% -2.2% 13.7K 2.6M -82.2K 1.03 34.41 N/A N/A 1,064 1,101 18,273 9,409
« Sep 2018 | All History | Nov 2018 » Home EDIT History October 2018